Thomas Valentin Mikosch

Thomas Valentin Mikosch

Professor

ORCID: 0000-0003-3091-6661

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  1. Published

    Distance covariance for discretized stochastic processes

    Dehling, H. G., Matsui, M., Mikosch, Thomas Valentin, Samorodnitsky, G. & Tafakori, L., 2020, In: Bernoulli. 26, p. 2758-2789

    Research output: Contribution to journal › Journal article › Research › peer-review

  2. Published

    Exact simulation of Brown-Resnick random fields at a finite number of locations

    Dieker, T. & Mikosch, Thomas Valentin, 2015, In: Extremes. 18, p. 301-314

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    Homogeneous mappings of regularly varying vectors

    Dyszewski, P. & Mikosch, Thomas Valentin, 2020, In: Annals of Applied Probability. 30, 6, p. 2999-3026

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. Published

    Aggregation of log-linear risks

    Embrechts, P., Hashorva, E. & Mikosch, Thomas Valentin, 2014, In: Journal of Applied Probability. 51A, p. 203-212

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. Published

    Modern Extreme Value Theory at the Interface of Risk Management, Bayesian Networks and Heavy-Tailed Time Series

    Embrechts, P., Klüppelberg, C. & Mikosch, Thomas Valentin, 2023, Mathematics Going Forward: Collected Mathematical Brushstrokes. Springer, p. 115-139 25 p. (Lecture Notes in Mathematics, Vol. 2313).

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

  6. Published

    Modeling teletraffic arrivals by a Poisson cluster process

    Faÿ, G., González-Arévalo2, B., Mikosch, Thomas Valentin & Samorodnitsky, G., 2006, In: Queueing Systems. 54, 2, p. 121-140

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. Published

    Modeling Telefraffic Arrivals by a Poisson Cluster Process

    Fäy, G., González-Arávalo, B., Mikosch, Thomas Valentin & Samorodnitsky, G., 2005, Laboratory of Actuarial Mathematics: H.C.Ø.-Tryk, p. 1-27.

    Research output: Working paper › Research

  8. Published

    Regularly varying functions

    Hedegaard Jessen, A. & Mikosch, Thomas Valentin, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-23.

    Research output: Working paper › Research

  9. Published

    Large sample autocovariance matrices of linear processes with heavy tails

    Heiny, J. & Mikosch, Thomas Valentin, 2021, In: Stochastic Processes and Their Applications. 141, p. 344-375

    Research output: Contribution to journal › Journal article › Research › peer-review

  10. Published

    Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case.

    Heiny, J. & Mikosch, Thomas Valentin, 2017, In: Stochastic Processes and Their Applications. 127, 7, p. 2179-2242

    Research output: Contribution to journal › Journal article › Research › peer-review

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